BNP Paribas Call 6 NWL 16.01.2026
/ DE000PC70EW8
BNP Paribas Call 6 NWL 16.01.2026/ DE000PC70EW8 /
| 9/17/2024 8:37:42 AM |
Chg.-0.14 |
Bid10:05:13 AM |
Ask10:05:13 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.42EUR |
-5.47% |
2.43
Bid Size: 10,600 |
2.54
Ask Size: 10,600 |
Newell Brands Inc |
6.00 USD |
1/16/2026 |
Call |
Master data
| WKN: |
PC70EW |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Newell Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
6.00 USD |
| Maturity: |
1/16/2026 |
| Issue date: |
4/9/2024 |
| Last trading day: |
1/15/2026 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.61 |
| Intrinsic value: |
1.55 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.57 |
| Parity: |
1.55 |
| Time value: |
0.90 |
| Break-even: |
7.84 |
| Moneyness: |
1.29 |
| Premium: |
0.13 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.03 |
| Spread %: |
1.24% |
| Delta: |
0.79 |
| Theta: |
0.00 |
| Omega: |
2.24 |
| Rho: |
0.04 |
Quote data
| Open: |
2.42 |
| High: |
2.42 |
| Low: |
2.42 |
| Previous Close: |
2.56 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.05% |
| 1 Month |
|
|
+11.01% |
| 3 Months |
|
|
+23.47% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.56 |
1.97 |
| 1M High / 1M Low: |
2.56 |
1.97 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.19 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.15 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
98.82% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
